Stein's method, Malliavin calculus, Dirichlet forms and the fourth moment theorem

DOI10.1142/9789814596534_0006zbMath1343.60012arXiv1404.4784OpenAlexW1936040518MaRDI QIDQ2800233

Louis H. Y. Chen, Guillaume Poly

Publication date: 15 April 2016

Published in: Festschrift Masatoshi Fukushima (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1404.4784

zbMATH Keywords

Malliavin calculusStein's methodDirichlet formsnormal approximationWiener chaosWasserstein distancefourth moment theorem

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

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Generalization of the Nualart-Peccati criterion ⋮ The fourth moment theorem on the Poisson space ⋮ Multidimensional limit theorems for homogeneous sums: A survey and a general transfer principle ⋮ Malliavin-Stein method: a survey of some recent developments ⋮ Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates ⋮ Almost sure convergence on chaoses ⋮ Stein meets Malliavin in normal approximation

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